Abstract
In this paper, we consider the Kalman (or H(2))-filtering problem for affine nonlinear descriptor systems. Two types of filters are discussed, namely, (i) singular; (ii) normal, and sufficient conditions for the solvability of the problem in terms of Hamilton-Jacobi-Bellman equations (HJBEs) are presented. The results are also specialized to linear systems in which case the HJBEs reduce to a system of linear-matrix-inequalities (LMIs). Examples are also presented to illustrate the results.